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The shooting took place when the officer, who worked in the traffic department, was leaving his house in Saeed Abad, a middle-class residential area of Peshawar city.
Senior police official Khalid Hameed Hamdani and local police station chief Arshad Khan confirmed the deaths.
"It is too early to say who killed them," Hamdani said but added that police were a target of militants.
Peshawar, the capital of Khyber Pakhtunkhwa province, is on the frontline of a seven-year Taliban insurgency and borders the semi-autonomous tribal belt, where US drone strikes target Taliban and al Qaeda operatives.
Earlier on June 23, a terrorist attack in Bannu killed a security officer and injured two others.
Another bomb attack in Mardan killed 26 and injured around 70 people on June 19.
Meanwhile, seven people were killed in firing incidents in Hafizabad and Bannu.
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